Based on a discussion with FlashCode on IRC, it seems that if you have more than 2 windows open, there is no way to close the currently active window and leave the others open. For example, if you had 3 windows open, and window 2 was active, there is no command to close window 2 and leave windows 1 and 3 behind.

The closest alternative is /window merge, but this keeps the currently active window, closing one of the other windows (and it's undocumented which one gets chosen).

IMHO it would make sense for this new command to be named: /window close